ELEC 5210 - Optimization Methods in Engineering

Unconstrained optimization, gradient methods, conjugate direction methods, data fitting and function estimation. Applications in control, system identification and radar systems. Optimization over a convex set, LMS algorithms in adaptive systems, convergence properties. Nonlinear programming, Lagrange multipliers, projection algorithms, games and minimax theorem, application to H infinity control, communication and signal processing. Prereq: MATH 3191 and 3200/3195. Semester Hours: 3 to 3